The main reason is that they have nothing to fill it with. The online service is pretty bad and they dont offer demos or anything.
Also the last time that they sold an add-on foe the console, the LAN adapter, the pirates made more use out of it than any developer did. It led to softmods and exploits to be found.

I don't like it much, but I'm happier since the last firmware update. They massively sped up SD card download/uploads on it. Before a full size game like Sin and Punishment(40MB) would take 5min to take from Wii->SD card, but now it takes like 40seconds. It's still not a HDD, but at least it's not a painful waste of time anymore either.